If { X t } is the linear process with { Z t } ∼ IID (0 ,σ 2 )and η = EZ 3 t , how that the…

If {Xt} is the linear process  with {Zt} ∼ IID (02)and η EZ3t, how that the third-order cumulant function of {Xt} is given by

Don't use plagiarized sources. Get Your Custom Essay on
If { X t } is the linear process with { Z t } ∼ IID (0 ,σ 2 )and η = EZ 3 t , how that the…
Just from $13/Page
Order Essay

 width=

Use this result to establish equation. Conclude that if {Xt} is a Gaussian linear process, then C3(r, s) ≡ 0 and f31, ω2≡ 0.

Leave a Reply

Your email address will not be published. Required fields are marked *

*

*

*